Sif was training with Fandral when Thor arrived, she hadn't seen Loki since he left with Thor to head to Midgard. "Thor, what's wrong? Where is Loki?"

When Loki woke up he felt the familiar coldness of the realm in which he was born, he was chained to a pillar with his arms above his head. "Great..." He muttered, "now where did that witch go?" 

"Now, now is that anyway to speak to a woman?" She asked walking up to him, "didn't the woman who raised you teach you any manners?"